Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
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Página 103
... possible pairs of objects from the set X. We next provide the two propositions with respect to incomparable objects.1 Assume that two objects are independently taken by chance from an infinite set of all possible objects determined by ...
... possible pairs of objects from the set X. We next provide the two propositions with respect to incomparable objects.1 Assume that two objects are independently taken by chance from an infinite set of all possible objects determined by ...
Página 107
... possible that some weight coefficients do not enter in these systems OI , II of equalities and inequalities ... possible weight - vectors may be approximated by a finite set 1 2 W ( m , n ) = { w " ) = ( w ) , ... , w , " € { 0 , n n n ...
... possible that some weight coefficients do not enter in these systems OI , II of equalities and inequalities ... possible weight - vectors may be approximated by a finite set 1 2 W ( m , n ) = { w " ) = ( w ) , ... , w , " € { 0 , n n n ...
Página 192
... possible dynamical behaviors : B1 : fixed point of period 1 B2 : fixed point of period 2 B3 : fixed point of period 4 B4 : chaotic behavior we will have that the parameter set л = ( 0 , α , у ) , where 0 , a , y e R , can result in any ...
... possible dynamical behaviors : B1 : fixed point of period 1 B2 : fixed point of period 2 B3 : fixed point of period 4 B4 : chaotic behavior we will have that the parameter set л = ( 0 , α , у ) , where 0 , a , y e R , can result in any ...
Contenido
Outliers Influence Functions and Robust Portfolio Optimization | 1 |
tacting BlackScholes to a NonBlackSchcies Environment 137 | 4 |
A Theory of Price Formation in A Market with Short Sale Prohibition | 15 |
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Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
agents analysis ASPID Banco Bank of Tokyo-Mitsubishi behavior Black-Scholes cash flow mapping catastrophe losses CatLoss cointegration computational correlation covariance matrix data mining data set database deposit closings derivative distribution dynamics Easley and O'Hara efficient frontier error estimate evaluation expected FDIC Figure financial ratios FINANZIA fuzzy set Genetic genetic algorithm given growth rates h₁ implied variance independent component analysis Influence function informed traders instruments with means insured deposit Journal learning linear market maker Markov models method minimum variance portfolio multinomial Neural Networks neutral mapping option pricing overall parameter predict pricing algorithms probability problem rate of convergence ratio reinsurance risk neutral risk-neutral rules selection sell short sale short sale prohibition simulation specification standard deviations statistical stochastic stock price stock returns t₁ tangency portfolio techniques theta trading volume uncertainty underwriting uninformed V₁ V₂ variables vector volatility weighted